What is the name of the Greek symbol that stands for the continuously compounded dividend rate? It looks like a little squiggle? I’ve just been reciting my formulas calling it squiggle. Is it sigma? According to wikipedia, there are 3 symbols for sigma. Why? There’s upper case, lower case, and then…? http://en.wikipedia.org/wiki/Greek_alphabet
delta?
The symbol I’m referring to is “Sc” in this equation: FP (on equity index) = S0 * e^[(Rfc - Sc)*T] where: Rfc = continuously compounded risk-free rate Sfc = continuously compounded dividend rate
It’s “delta sub c”
Thanks!